High-performance CX stainless steel was successfully manufactured using selective laser melting (SLM) technology, and different types of post-heat treatments were adopted for ameliorating the mechanical properties of as-built specimens. The microstructure evolution process (i.e., cell structures, cellular dendritic grains and blocky grains containing substructures) was explained using the rapid solidification theory after SLM. Nanoprecipitates and their hardening behavior in the SLM CX stainless steels in the as-built and solution-aged state were detected by transmission electron microscope (TEM). The results of high-resolution TEM showed that the massive needle-like nanoprecipitates with a size range of 3-25 nm (as-built sample) and 7-30 nm (solution-aged sample) were evenly distributed in the martensite matrix. In the meantime, the strengthening mechanism was analyzed and discussed. Moreover, various post-heat treatments exhibited a great influence upon the mechanical performances of the SLM CX stainless steel samples. The average micro-hardness of the SLM CX stainless steel parts was found to extremely improve from 357 HV0.2 (as-built sample) to 514 HV0.2 (solution-aged sample). On the contrary, the total impact energy (W-t) of the SLM CX stainless steel parts decreased from 83.8 J in the as-built condition to 5.3 J in the solution-aged condition.